Student Permit Finland Issue

I am an exchange student going from a Visa-Free Country to study in Finland.I do not have an embassy in my country, and the they say to visit the nearest country with an embassy in order to apply for a Student Resident Permit. I am not sure what can be done in this situation, my country is Panama with 90/180 day rule into the Schengen Area, what are the possible solutions for me rather than going to a different country with an embassy, which is not reliable at all, as its way expensive their ticket, and my classes start in 1 month and a half.

It is true that a visa needs to be applied for from outside the destination country. In case your country does not host the destination country's embassy, you can submit your application at other closest country. However, note that you do not need to submit your application specifically to the embassy of Finland. I see that your country host embassies of other Schengen countries such as Austria, Belgium, Czech, Dennmark, France, Germany, etc. You might be eligible to submit your Schengen visa application through these embassies. See for addresses below.